Profilbild

Dr. Johannes Brumm - Publications

Senior Assistant

@mmurb.sennahojbf.uzh.ch
PLD-F03, Plattenstr. 32, 8032 Zürich
+41 44 634 36 02
Publications Supervised theses

Journal Articles (5)

Recursive Equilibria in Dynamic Economies with Stochastic Production
Johannes Brumm, Dominika Kryczka, Felix Kübler
In: Econometrica, forthcoming, 2017.


Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models
Johannes Brumm, Simon Scheidegger
In: Econometrica, forthcoming, 2017.


Scalable high-dimensional dynamic stochastic economic modeling
Johannes Brumm, Simon Scheidegger, Dmitry Mikushin, Olaf Schenk
In: Journal of Computational Science, Vol. 11, p. 12-25, November 2015.


Collateral requirements and asset prices
Felix Kübler, Karl Schmedders, Johannes Brumm, Michael Grill
In: International Economic Review, Vol. 56 (No. 1), p. 1-25, February 2015.


Computing equilibria in dynamic models with occasionally binding constraints
Johannes Brumm, Michael Grill
In: Journal of Economic Dynamics and Control, Vol. 38, p. 142-160, 2014.


Book Chapters (1)

Computing equilibria in dynamic stochastic macro-models with heterogeneous agents
Johannes Brumm, Felix Kübler, Simon Scheidegger
Editor(s): Bo Honoré, Ariel Pakes, Monika Piazzesi, Larry Samuelson
In: Advances in Economics and Econometrics: Theory and Applications, Eleventh World Congress, Cambridge University Press, Cambridge, 2017.


Working Papers (6)

Re-use of collateral: Leverage, volatility, and welfare
Johannes Brumm, Felix Kübler, Michael Grill, Karl Schmedders
Swiss Finance Institute Research Paper, No. 17-04, April 2017.


Computing equilibria in dynamic stochastic macromodels with heterogeneous agents
Johannes Brumm, Felix Kübler, Simon Scheidegger
December 2015.


Recursive equilibria in dynamic economies with stochastic production
Johannes Brumm, Dominika Kryczka, Felix Kübler
December 2014.


Applying Negishi’s method to stochastic models with overlapping generations
Johannes Brumm, Felix Kübler
NCCR FINRISK Working Paper Series, No. 851, March 2013.


Using adaptive sparse grids to solve high-dimensional dynamic models
Johannes Brumm, Simon Scheidegger
SSRN, No. 2349281, 2013.


Collateral constraints, idiosyncratic risk, and aggregate fluctuations
Johannes Brumm
CDSE Discussion Paper , No. 109, 2011.